"Solving non-linear portfolio optimization problems with the primal-dual ..."

Jacek Gondzio, Andreas Grothey (2007)

Details and statistics

DOI: 10.1016/J.EJOR.2006.03.006

access: closed

type: Journal Article

metadata version: 2024-02-05

a service of  Schloss Dagstuhl - Leibniz Center for Informatics